+41.1%
HPQ vs DLR
-6.4%
+47.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.8% |
| 7D | +3.2% | +3.3% | -0.2% | +2.9% |
| 30D | -3.6% | +4.6% | -8.2% | -3.7% |
| 3M | -5.3% | -8.3% | +3.0% | -4.4% |
| 6M | +41.1% | -5.6% | +46.8% | +39.9% |
| All | +41.1% | -6.4% | +47.6% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling